-9.6%
MOS vs BUD
+46.3%
-55.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +9.5% | +0.3% | +9.3% | +9.4% |
| 30D | +10.4% | -5.7% | +16.1% | +12.5% |
| 3M | +12.9% | +3.1% | +9.8% | +11.5% |
| 6M | +1.2% | +7.9% | -6.6% | -1.8% |
| YTD | +9.3% | +27.3% | -18.0% | +0.4% |
| 1Y | -18.0% | +37.8% | -55.8% | -26.7% |
| 3Y | -29.0% | +49.8% | -78.9% | -38.9% |
| All | -9.6% | +46.3% | -55.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling